Research output per year
Research output per year
Personal profile
Curriculum Vitae
Lecturer, University of Liverpool
2017 → 2020
Postdoc, Vienna University of Technology
2015 → 2017
Postdoc, TU Dortmund University
2014 → 2015
Postdoc, University of Oslo
2012 → 2014
PhD Mathematics
2008 → 2012
Diploma Mathematics, Christian-Albrechts-Universität zu Kiel
2003 → 2008
Expertise
- Probability theory
- Financial Mathematics
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Sharp bounds for the expected occupation density of Itô processes with bounded irregular drift and diffusion coefficients: Occupation bounds
Krühner, P. & Xu, S., 2025, In: Electronic Journal of Probability. 30Publication: Scientific journal › Journal article › peer-review
Open Access -
Statistically Consistent Term Structures Have Affine Geometry
Krühner, P. & Xu, S., 2025, In: SIAM Journal on Financial Mathematics. 16, 1, p. 221 242 p.Publication: Scientific journal › Journal article › peer-review
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Abstract polynomial processes
Benth, F., Detering, N. & Krühner, P., 2024, In: Electronic Journal of Probability. 29, p. 1-41 41 p., 122.Publication: Scientific journal › Journal article › peer-review
Open Access -
Ornstein-Uhlenbeck processes in Hilbert space and autoregressive moving-average time series
Benth, F. E., Eggen, M. & Krühner, P., Nov 2024, In: Stochasitcs: An international Journal of Probability and Stochastic Processes. 97, 1, p. 55-80Publication: Scientific journal › Journal article › peer-review
Open Access -
Regime-switching affine term structures
Celary, A., Krühner, P. & Eksi-Altay, Z., Jan 2024, In: Quantitative Finance. 24, 1Publication: Scientific journal › Journal article › peer-review
Open Access